The XBRL interactive data file included as an exhibit to this filing relates to the Supplement dated September 25, 2012 to the GMO Trust Multi-Class Prospectus dated June 30, 2012 (relating to
forty-eight of the fifty-eight series of the Trust) filed with the Securities and Exchange Commission on September 25, 2012 under Rule 497(e) (SEC Accession No. 0001193125-12-403272).